English
Related papers

Related papers: A formal view on 2.5 large deviations and fluctuat…

200 papers

Small nonequelibrium systems driven by an external periodic protocol can be described by Markov processes with time-periodic transition rates. In general, current fluctuations in such small systems are large and may play a crucial role. We…

Statistical Mechanics · Physics 2018-06-21 Andre C Barato , Raphael Chetrite

Fluctuation relations are powerful equalities that hold far from equilibrium. However, the standard approach to include measurement and feedback schemes may become inapplicable in certain situations, including continuous measurements,…

Mesoscale and Nanoscale Physics · Physics 2019-09-05 Patrick P. Potts , Peter Samuelsson

The generating functional is derived for the fluctuation-dissipation relations which result from the unitarity and reversibility of microscopic dynamics and connect various statistical characteristics of many consecutive (continuous)…

Statistical Mechanics · Physics 2007-05-23 Yuriy E. Kuzovlev

Theoretical predictions of coupled step motion are tested by direct STM measurement of the fluctuations of near-neighbor pairs of steps on Si(111)-root3 x root3 R30 - Al at 970K. The average magnitude of the pair-correlation function is…

Statistical Mechanics · Physics 2009-11-10 D. B. Dougherty , I. Lyubinetsky , T. L. Einstein , E. D. Williams

We study a large deviation functional of density fluctuation by analyzing stochastic non-linear diffusion equations driven by the difference between the densities fixed at the boundaries. By using a fundamental equality that yields the…

Statistical Mechanics · Physics 2009-11-13 Shin-ichi Sasa

We consider a general N-degree-of-freedom dissipative system which admits of chaotic behaviour. Based on a Fokker-Planck description associated with the dynamics we establish that the drift and the diffusion coefficients can be related…

Chaotic Dynamics · Physics 2009-10-31 Bidhan Chandra Bag , Deb Shankar Ray

The Galton--Watson process is the simplest example of a branching process. The relationship between the offspring distribution, and, when the extinction occurs almost surely, the distribution of the total progeny is well known. In this…

Probability · Mathematics 2017-04-10 Claudio Macci , Barbara Pacchiarotti

In this review, we scrutinize historical and modern results on the linear response of dynamical systems to external perturbations with a particular emphasis on the celebrated relationship between fluctuations and dissipation expressed by…

Universal scaling laws of fluctuations (the $\Delta$-scaling laws) can be derived for equilibrium and off-equilibrium systems when combined with the finite-size scaling analysis. In any system in which the second-order critical behavior can…

High Energy Physics - Phenomenology · Physics 2009-10-31 Robert Botet , Marek Ploszajczak

We probe flows of soft, viscous spheres near the jamming point, which acts as a critical point for static soft spheres. Starting from energy considerations, we find nontrivial scaling of velocity fluctuations with strain rate. Combining…

Soft Condensed Matter · Physics 2015-03-13 Brian P. Tighe , Erik Woldhuis , Joris J. C. Remmers , Wim van Saarloos , Martin van Hecke

A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…

Probability · Mathematics 2017-05-09 Amarjit Budhiraja , Paul Dupuis , Arnab Ganguly

Many fluctuating systems consist of macroscopic structures in addition to noisy signals. Thus, for this class of fluctuating systems, the scaling behaviors are very complicated. Such phenomena are quite commonly observed in Nature, ranging…

Statistical Mechanics · Physics 2007-05-23 Ning-Ning Pang , Hisen-Ching Kao , Wen-Jer Tzeng

The statistical properties of a stochastic process may be described (1)by the expectation values of the observables, (2)by the probability distribution functions or (3)by probability measures on path space. Here an analysis of level (3) is…

Statistical Mechanics · Physics 2008-12-02 R. Vilela Mendes , R. Lima , T. Araujo

We construct a pathwise formulation of a growing population of cells, based on two different samplings of lineages within the population, namely the forward and backward samplings. We show that a general symmetry relation, called…

Populations and Evolution · Quantitative Biology 2021-11-03 Arthur Genthon , David Lacoste

We consider an irreducible continuous time Markov chain on a finite state space and with time periodic jump rates and prove the joint large deviation principle for the empirical measure and flow and the joint large deviation principle for…

Probability · Mathematics 2018-10-17 L. Bertini , R. Chetrite , A. Faggionato , D. Gabrielli

The statistical mechanical basis of the fluctuation theory of mixtures is reviewed. An overview of the statistical mechanical relations between the microscopic properties of a system and its macroscopic properties is presented. The…

Statistical Mechanics · Physics 2018-11-20 G. Ali Mansoori , Enrico Matteoli

We formulate the large deviations for a class of two scale chemical kinetic processes motivated from biological applications. The result is successfully applied to treat a genetic switching model with positive feedbacks. The corresponding…

Probability · Mathematics 2016-04-05 Tiejun Li , Feng Lin

In the context of Markov evolution, we present two original approaches to obtain Generalized Fluctuation-Dissipation Theorems (GFDT), by using the language of stochastic derivatives and by using a family of exponential martingales…

Statistical Mechanics · Physics 2013-12-04 Raphael Chetrite , Shamik Gupta

We study temporally persistent and spatially extended extreme events of temperature anomalies, i.e. heat waves and cold spells, using large deviation theory. To this end, we consider a simplified yet Earth-like general circulation model of…

Statistical Mechanics · Physics 2019-05-22 Vera Melinda Galfi , Valerio Lucarini , Jeroen Wouters

This paper develops central limit theorems (CLT's) and large deviations results for additive functionals associated with reflecting diffusions in which the functional may include a term associated with the cumulative amount of boundary…

Probability · Mathematics 2014-07-10 Peter W. Glynn , Rob J. Wang